+86.1%
USO vs ZTS
+58.5%
+27.6%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ZTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | -0.6% | +6.2% | +5.7% |
| 7D | +11.5% | -4.5% | +16.0% | +12.0% |
| 30D | +24.1% | -3.3% | +27.4% | +24.5% |
| 3M | +17.9% | -9.7% | +27.7% | +19.2% |
| 6M | +49.6% | -38.8% | +88.5% | +57.8% |
| YTD | +129.0% | -41.2% | +170.2% | +142.8% |
| 1Y | +112.0% | -50.3% | +162.3% | +130.7% |
| 3Y | +102.3% | -59.1% | +161.4% | +124.5% |
| 5Y | +224.5% | -62.8% | +287.3% | +263.0% |
| All | +86.1% | +58.5% | +27.6% | +76.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ZTS.
Daily Out/Under-Performance
Portfolio return minus ZTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ZTS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ZTS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling